Anic Equity¶

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Total return since start: 0.568 %¶

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Equity now: -----------------------------> 47881.38 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46486.43 Kr¶

PnL: ---------------------------------------> -402.14 Kr¶

DD now: ---------------------------------> -1.539 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 11:31:39.425422'

Anic Portfolio¶

Today¶

Return: -0.066 %¶

This Week¶

Return: -0.066 %¶

Total¶

Return: 56.751 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 3.310000 3250.000000 279.000000 9.390000 2971.000006
HEBA B 70 2.800000 2831.500000 195.500000 7.420000 2636.000010
Corem Property Group B 59 1.540000 623.040000 46.040000 7.980000 576.999999
AcadeMedia 12 1.440000 601.800000 44.800000 8.040000 557.000004
Boozt 12 0.570000 1695.600000 41.600000 2.520000 1653.999996
Samhällsbyggnadsbo. i Norden B 20 3.070000 392.300000 37.300000 10.510000 355.000000
MedCap 2 2.470000 456.000000 35.000000 8.310000 421.000000
OEM International B 7 1.540000 554.400000 26.400000 5.000000 527.999997
Resurs Holding 22 -0.330000 599.060000 25.060000 4.370000 573.999998
HMS Networks 2 1.750000 696.800000 23.800000 3.540000 673.000000
Intrum 4 2.050000 547.000000 20.000000 3.800000 527.000000
SAAB B 8 -1.280000 3396.000000 19.000000 0.560000 3377.000000
Coor Service Management Hold. 8 2.620000 549.200000 17.200000 3.230000 532.000000
Fastighetsbolag. Emilshus Pref 21 2.040000 578.550000 16.550000 2.940000 562.000005
Norva24 Group 16 -0.340000 558.080000 15.080000 2.780000 543.000000
Eastnine 4 -0.790000 504.800000 13.800000 2.810000 491.000000
Karnov Group 9 -0.170000 540.000000 4.000000 0.750000 536.000004
FM Mattsson Mora Group B 50 -1.510000 2930.000000 3.000000 0.100000 2927.000000
Swedbank A 3 -0.340000 565.350000 1.350000 0.240000 564.000000
Creaspac SPAC 6 0.000000 577.800000 0.800000 0.140000 577.000002
Samhällsbyggnadsbo. i Norden D 12 2.290000 246.480000 0.480000 0.200000 246.000000
CTEK 13 0.780000 534.170000 0.170000 0.030000 533.999999
Securitas B 6 1.000000 569.640000 -0.360000 -0.060000 570.000000
Handelsbanken A 5 -0.090000 543.500000 -2.500000 -0.460000 546.000000
Midsona B 63 3.490000 579.600000 -3.400000 -0.580000 582.999984
Essity B 2 -1.520000 568.600000 -5.400000 -0.940000 574.000000
Essity A 4 -0.870000 1140.000000 -9.000000 -0.780000 1149.000000
Nordea Bank Abp 29 -0.270000 3439.400000 -14.600000 -0.420000 3453.999992
Sampo Oyj SDB 7 -0.550000 3822.000000 -28.000000 -0.730000 3850.000000
International Petroleum Corp. 5 2.460000 561.500000 -33.070000 -5.560000 594.565215
Vivesto 1368 -2.160000 544.460000 -68.540000 -11.180000 612.999432
Axfood 13 0.000000 3660.800000 -95.200000 -2.530000 3756.000001
OX2 18 0.190000 1451.700000 -212.300000 -12.760000 1663.999992
Fasadgruppen Group 35 0.300000 3496.500000 -314.500000 -8.250000 3810.999990
Ovzon 52 0.000000 2880.800000 -481.200000 -14.310000 3361.999992
TOTAL 46486.430000 -402.140000 -1.5392% 46888.564618

Updated:¶

'2023-01-23 11:31:52.107237'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶